Remarks on sensitive equilibria in stochastic games with additive reward and transition structure

Andrzej Nowak

Mathematical Methods of Operations Research, 2006, vol. 64, issue 3, 494 pages

Abstract: A class of stochastic games with additive reward and transition structure is studied. For zero-sum games under some ergodicity assumptions 1-equilibria are shown to exist. They correspond to so-called sensitive optimal policies in dynamic programming. For a class of nonzero-sum stochastic games with nonatomic transitions nonrandomized Nash equilibrium points with respect to the average payoff criterion are also obtained. Included examples show that the results of this paper can not be extented to more general payoff or transition structure. Copyright Springer-Verlag 2006

Keywords: Nonzero-sum stochastic game; Borel state space; Nash equilibrium; Sensitive equilibria; Primary 91A15; 91A25; Secondary 90C40 (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s00186-006-0090-4

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